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Book: Nonlinear Models in Mathematical Finance: New Research ...
Nonlinear BlackScholes equations have been increasingly attracting interest over the last two decades, since they provide more accurate values than the classical linear model by taking into account more realistic assumptions, such as transaction costs, risks from an unprotected portfolio, large investor's preferences or illiquid markets, which may have an impact on the stock price, the volatility, the drift and the option price itself. This book is concerned with several models from the most relevant class of nonlinear BlackScholes equations for European and American options with a volatility depending on different ...
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